+27.0%
BROS vs MOD
+129.2%
-102.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -3.3% |
| 7D | -21.2% | -25.5% | +4.3% | -17.6% |
| 30D | -11.6% | -49.0% | +37.5% | -1.5% |
| 3M | -36.7% | -49.8% | +13.1% | -29.7% |
| 6M | -42.8% | -64.8% | +21.9% | -33.4% |
| YTD | -44.8% | -27.6% | -17.2% | -45.3% |
| 1Y | -36.5% | -35.2% | -1.3% | -36.2% |
| 3Y | +27.0% | +137.1% | -110.2% | -34.5% |
| All | +27.0% | +129.2% | -102.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling